Gorr, Wilpen L.; Schneider, Matthew J. - In: International Journal of Forecasting 29 (2013) 2, pp. 274-281
This paper applies receiver operating characteristic (ROC) analysis to micro-level, monthly time series from the M3-Competition. Forecasts from competing methods were used in binary decision rules to forecast exceptionally large declines in demand. Using the partial area under the ROC curve...